The snarky answer: because the scanner has a serial interface so packaging it with a serial cable makes the most sense...
The likely answer: It works (tm).
One nice thing about Uniden is that they publish the interface specification making it much easier for third parties to write/publish commercial and free software and, in my case, quick one-off hacks that work with their scanners.
Could be done with USB but it adds other issues. For example, do you have a custom device needing a special driver and are you willing/able to maintain those drivers for Windows, Mac, Linux, etc. or do you make it appear as something standard like mass-storage that works pretty much everywhere but which requires protection against copying corrupt config files to the scanner and which doesn't work as well for streaming info like current-channel from the scanner?
Serial is far from dead. It is the standard bus for marine equipment (NMEA) so it is used in everything from GPS, AIS and weather-instruments to speed, radar and radio-control. Last time I raced to Hawaii we used an external USB to multiport serial adapter because we needed something like 6 serial ports (GPS/weather/speed in, mapping out, tactical in, weatherfax radio control, Iridium phone connection...) and we could have potentially added Pactor for HF email and other serial devices as well.
Most of the home/commercial weather stations I have been looking at use serial as does our card-access system, DS3 multiplexor, PBX, temperature-sensors, etc. at work.
If you have a PC that is too small or where the manufacturer was too cheap to include serial, just pay the $ for a cheap USB<->serial adapter - I've seen them for less than $15.
